The role of the threshold effect for the dynamics of futures and spot prices of energy commodities (Q2697103): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1515/snde-2019-0068 / rank | |||
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| Property / cites work: On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing / rank | |||
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| Property / cites work: An interview with Timo Teräsvirta / rank | |||
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| Property / cites work: Threshold models in time series analysis -- 30 years on / rank | |||
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Latest revision as of 22:14, 31 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of the threshold effect for the dynamics of futures and spot prices of energy commodities |
scientific article |
Statements
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities (English)
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17 April 2023
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energy commodity prices
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forecasting
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futures markets
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threshold models
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